+42,231.2%
PGR vs OMC
+5,739.4%
+36,491.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.8% |
| 7D | -0.6% | -4.4% | +3.8% | +0.8% |
| 30D | +4.9% | -7.6% | +12.5% | +7.4% |
| 3M | +7.6% | +4.5% | +3.1% | +5.8% |
| 6M | +8.3% | -0.3% | +8.5% | +7.7% |
| YTD | +1.7% | -0.1% | +1.9% | +0.1% |
| 1Y | -6.8% | +4.6% | -11.5% | -10.1% |
| 3Y | +73.4% | +10.5% | +63.0% | +60.6% |
| 5Y | +161.2% | +31.7% | +129.5% | +122.5% |
| 10Y | +819.5% | +33.5% | +786.0% | +640.8% |
| All | +42,231.2% | +5,739.4% | +36,491.7% | +14,338.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling